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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 08, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001108 475.50 477.00 472.50 474.00 -1.00 7,495 5,041 -574
Jan01 001108 486.00 487.50 483.00 484.00 -1.75 26,531 92,036 -496
Mar01 001108 496.25 497.50 493.00 494.00 -1.75 3,563 31,272 -81
May01 001108 504.50 505.25 501.00 502.00 -1.50 1,050 16,388 -27
Jul01 001108 512.25 513.00 508.75 509.75 -1.75 2,366 20,605 +322
Aug01 001108 511.00 512.00 509.50 510.00 -2.00 4 767 +3
Sep01 001108 514.00 514.00 511.00 511.50 +0.50 28 349 +16
Total Volume and Open Interest 41,257 172,757 -765
Soybean Meal(CBOT)
Dec00 001108 173.50 173.80 171.50 171.60 -1.70 9,513 50,436 -1,320
Jan01 001108 172.20 172.60 170.60 170.70 -1.20 4,274 27,696 +149
Mar01 001108 170.50 171.50 169.40 169.70 -0.90 2,656 16,392 +54
May01 001108 169.80 170.40 168.60 168.90 -0.60 1,297 10,501 +483
Jul01 001108 170.70 171.10 169.30 169.70 -0.70 1,315 7,079 +334
Aug01 001108 170.30 170.50 169.00 169.00 -0.50 42 1,710 +37
Sep01 001108 170.00 170.00 168.20 168.20 -0.90 39 1,204 +59
Oct01 001108 169.50 169.50 167.80 167.80 -0.50 0 443 +0
Total Volume and Open Interest 19,286 116,656 -150
Soybean Oil(CBOT)
Dec00 001108 15.33 15.35 15.17 15.26 +0.06 6,134 56,339 -1,441
Jan01 001108 15.60 15.62 15.45 15.54 +0.05 3,629 32,037 -51
Mar01 001108 15.99 16.00 15.85 15.94 +0.06 1,723 23,516 +162
May01 001108 16.39 16.39 16.23 16.32 +0.05 597 11,968 +39
Jul01 001108 16.80 16.80 16.62 16.70 +0.05 373 8,029 +120
Aug01 001108 16.88 16.89 16.83 16.83 +0.07 17 1,934 +16
Sep01 001108 17.08 17.13 16.96 16.96 +0.05 34 1,644 -6
Oct01 001108 17.09 17.09 17.09 17.09 +0.06 18 1,519 +18
Total Volume and Open Interest 12,562 143,288 -1,143
Canola(WCE)
Nov00 001108 256.0 256.0 256.0 256.0 +2.5 15 83 -258
Jan01 001108 260.9 262.2 259.6 261.8 +2.1 4,749 40,587 -1,074
Mar01 001108 266.0 268.0 265.5 267.6 +2.1 2,796 19,418 +138
May01 001108 272.1 272.1 272.1 272.1 +1.5 105 2,384 +84
Jul01 001108 277.6 277.6 277.6 277.6 +1.3 30 2,352 +20
Total Volume and Open Interest 7,700 65,545 -1,085
Corn(CBOT)
Nov00 001108 213.50 213.50 213.00 213.50 +2.25 11 160 -19
Dec00 001108 215.25 216.50 214.50 216.00 +1.25 39,407 194,885 -2,881
Jan01 001108 219.50 220.50 219.00 219.75 +1.00 62 989 +13
Mar01 001108 227.25 228.50 226.50 227.75 +1.00 12,665 150,228 +3,239
May01 001108 234.50 235.50 234.00 235.00 +1.25 1,491 38,626 +251
Jul01 001108 241.25 242.50 240.50 242.25 +1.25 2,607 46,755 +544
Total Volume and Open Interest 57,535 462,195 +1,550
Wheat(CBOT)
Dec00 001108 263.50 266.00 262.75 265.25 +3.00 9,159 85,558 -969
Mar01 001108 282.00 284.00 281.25 283.50 +3.00 4,010 44,641 +1,704
May01 001108 292.00 293.75 291.50 293.75 +3.50 168 2,685 +32
Jul01 001108 300.50 303.00 300.00 302.75 +2.75 616 19,087 -94
Sep01 001108 308.50 311.50 308.50 311.00 +2.75 8 917 +8
Total Volume and Open Interest 13,971 155,379 +681
Wheat(KCBT)
Dec00 001108 317.00 317.50 314.75 316.50 +1.00 3,430 44,107 -69
Mar01 001108 331.00 332.00 329.75 332.00 +1.50 1,731 32,206 +766
May01 001108 339.00 340.50 338.25 340.50 +1.50 164 2,555 -12
Jul01 001108 345.50 347.25 344.75 347.00 +1.50 282 9,220 -174
Sep01 001108 352.00 353.00 352.00 353.00 +1.00 12 272 +0
Total Volume and Open Interest 5,619 88,454 +511
Wheat(MGE)
Dec00 001108 324.00 327.00 324.00 327.00 +3.25 1,253 14,789 -50
Mar01 001108 339.00 341.50 339.00 341.50 +3.25 409 7,021 -152
May01 001108 348.00 350.50 347.50 350.50 +3.75 13 1,394 +6
Jul01 001108 355.00 357.50 355.00 357.50 +3.00 7 630 +5
Sep01 001108 360.50 363.50 360.50 363.50 +2.50 6 386 +5
Total Volume and Open Interest 1,689 24,413 -185
Oats(CBOT)
Dec00 001108 109.75 110.50 109.00 110.50 +1.00 320 9,314 +42
Mar01 001108 118.75 120.00 118.25 120.00 +1.75 231 3,773 +63
May01 001108 124.00 125.00 124.00 125.00 +1.75 3 251 +2
Jul01 001108 128.00 129.00 128.00 129.00 +1.75 2 186 +1
Total Volume and Open Interest 613 14,096 +122
Rough Rice(CBOT)
Nov00 001108 6.20 6.22 6.17 6.22 +0.05 9 23 +9
Jan01 001108 6.45 6.50 6.42 6.50 +0.05 233 3,797 -51
Mar01 001108 6.65 6.71 6.62 6.71 +0.05 53 1,261 +43
May01 001108 6.82 6.90 6.82 6.90 +0.04 103 484 -56
Total Volume and Open Interest 668 6,069 +119
Live Cattle(CME)
Dec00 001108 72.425 72.650 71.850 72.000 -0.350 12,821 59,776 -285
Feb01 001108 74.200 74.300 73.600 73.775 -0.275 6,577 36,665 +1,440
Apr01 001108 74.900 74.950 74.275 74.450 -0.350 1,684 21,066 +259
Jun01 001108 71.700 71.725 71.275 71.375 -0.250 816 7,051 -219
Aug01 001108 71.800 72.000 71.425 71.500 -0.225 355 5,723 +116
Oct01 001108 73.375 73.525 73.150 73.150 -0.325 26 969 +8
Total Volume and Open Interest 22,286 131,315 +1,319
Feeder Cattle(CME)
Nov00 001108 88.050 88.075 87.550 87.850 -0.100 394 2,670 -172
Jan01 001108 88.450 88.550 87.700 87.975 -0.375 757 7,401 +3
Mar01 001108 87.900 88.000 87.250 87.550 -0.400 316 3,360 +14
Apr01 001108 87.700 87.700 86.950 87.250 -0.300 23 1,234 +0
May01 001108 87.100 87.200 86.850 86.975 -0.125 57 1,282 -2
Aug01 001108 87.250 87.400 87.150 87.275 unch 47 450 -1
Sep01 001108 87.050 87.150 86.950 87.150 +0.100 15 87 +11
Total Volume and Open Interest 1,609 16,511 -147
Lean Hogs(CME)
Dec00 001108 52.350 52.650 52.025 52.200 -0.100 4,654 19,161 -840
Feb01 001108 55.350 55.575 54.875 55.275 -0.075 2,828 10,353 +476
Apr01 001108 54.500 54.850 54.300 54.475 +0.025 675 3,515 -60
Jun01 001108 61.000 61.450 61.000 61.200 +0.100 137 1,617 +37
Jul01 001108 59.000 59.550 58.800 59.500 +0.350 23 398 -2
Aug01 001108 57.100 57.400 56.900 57.225 +0.275 10 357 +7
Oct01 001108 48.950 49.350 48.950 49.275 +0.300 5 384 +3
Dec01 001108 46.300 46.300 46.050 46.050 unch 1 303 +1
Total Volume and Open Interest 8,333 36,088 -378
Pork Bellies(CME)
Feb01 001108 64.300 65.375 63.900 64.825 +1.275 702 2,136 -59
Mar01 001108 64.100 65.200 64.100 64.825 +1.125 11 94 -1
May01 001108 66.000 66.000 65.000 65.000 +1.150 7 53 -3
Jul01 001108 65.975 66.500 65.975 66.000 +1.225 2 32 +1
Aug01 001108 66.000 66.900 66.000 66.900 +1.950 9 13 +8
Total Volume and Open Interest 731 2,328 -54
Cocoa(NYBOT)
Dec00 001108 745 749 733 734 -12 4,168 27,971 -1,511
Mar01 001108 780 783 768 769 -12 4,757 33,272 +2,601
May01 001108 803 803 790 790 -12 192 16,239 -4
Jul01 001108 820 820 810 810 -12 168 12,548 -5
Sep01 001108 844 844 832 833 -12 252 10,831 +110
Dec01 001108 881 881 866 866 -12 215 12,684 +18
Mar02 001108 908 908 899 899 -12 7 10,143 +0
Total Volume and Open Interest 9,759 143,085 +1,209
Coffee "C"(NYBOT)
Dec00 001108 73.40 75.95 73.30 75.30 +0.70 3,011 22,309 -587
Mar01 001108 78.75 81.10 78.50 80.50 +0.75 1,683 13,842 +569
May01 001108 82.00 84.25 81.90 83.75 +0.75 217 3,069 +115
Jul01 001108 85.50 87.25 85.20 86.90 +0.75 121 1,899 +26
Sep01 001108 88.25 89.95 88.00 89.95 +0.80 36 2,513 +8
Dec01 001108 92.75 94.05 92.75 94.05 +0.80 6 714 +0
Total Volume and Open Interest 5,074 44,359 +131
Orange Juice(NYBOT)
Nov00 001108 72.40 72.40 70.00 71.85 +0.35 139 287 -33
Jan01 001108 75.95 76.10 74.00 75.85 +0.25 4,866 18,068 -665
Mar01 001108 79.00 79.10 77.40 78.90 +0.40 745 8,928 +125
May01 001108 81.00 81.00 79.25 80.95 +0.65 293 1,492 +117
Jul01 001108 82.00 83.10 82.00 83.10 +0.85 90 753 +13
Total Volume and Open Interest 6,183 30,096 -416
Sugar #11(NYBOT)
Mar01 001108 9.47 9.55 9.22 9.26 -0.27 9,680 80,950 -575
May01 001108 9.01 9.05 8.77 8.79 -0.27 2,949 19,543 +401
Jul01 001108 8.37 8.43 8.20 8.21 -0.22 822 23,507 +199
Oct01 001108 8.05 8.12 7.95 7.95 -0.17 264 17,845 -13
Mar02 001108 8.04 8.12 7.90 7.92 -0.17 12 6,899 +1
Total Volume and Open Interest 13,735 150,123 +15
London Cocoa(LCE)
Dec00 001108 585 587 580 582 -2 3,899 39,679 -111
Mar01 001108 605 606 599 601 -2 2,929 50,878 +788
May01 001108 623 624 617 619 -2 337 28,896 +146
Jul01 001108 633 634 633 634 -2 236 12,366 -30
Sep01 001108 650 650 644 647 -2 248 20,622 +87
Dec01 001108 677 678 676 676 -2 259 7,233 +30
Mar02 001108 704 704 700 700 -2 95 15,210 -1,483
Total Volume and Open Interest 8,003 189,450 -573
London Coffee(LCE)
Nov00 001108 672.00 672.00 662.00 670.00 -11.00 103 2,687 -39
Jan01 001108 688.00 688.00 670.00 680.00 -14.00 3,281 28,999 -312
Mar01 001108 715.00 715.00 695.00 703.00 -15.00 2,621 10,546 +1,218
May01 001108 739.00 739.00 718.00 726.00 -16.00 488 5,875 +180
Jul01 001108 760.00 760.00 742.00 749.00 -17.00 33 2,484 +30
Sep01 001108 780.00 780.00 770.00 772.00 -18.00 533 1,393 +116
Total Volume and Open Interest 7,559 53,589 +1,607
London Sugar(LCE)
Dec00 001108 245.00 245.20 238.60 239.20 -6.00 925 5,912 -650
Mar01 001108 244.00 244.00 238.00 238.70 -4.90 914 20,619 -41
May01 001108 240.20 240.20 235.50 235.60 -4.50 16 3,959 +9
Aug01 001108 236.00 236.00 231.80 232.10 -3.90 227 6,305 +25
Oct01 001108 229.50 230.00 226.30 226.60 -3.50 224 2,468 +200
Total Volume and Open Interest 2,306 39,691 -457
Cotton(NYBOT)
Dec00 001108 65.50 65.95 65.15 65.65 -0.24 7,588 22,491 -1,396
Mar01 001108 68.20 68.40 67.50 68.04 -0.25 6,379 21,979 +1,758
May01 001108 68.80 69.05 68.30 68.78 -0.18 1,082 10,423 +294
Jul01 001108 69.40 69.45 68.95 69.15 -0.23 353 5,432 +95
Oct01 001108 64.80 64.80 64.80 64.80 unch 2 634 +0
Dec01 001108 64.75 64.90 64.55 64.75 -0.25 185 5,492 +94
Total Volume and Open Interest 30,602 66,611 +858
Lumber(CME)
Nov00 001108 215.2 217.0 212.3 215.5 +1.4 481 1,077 -221
Jan01 001108 233.0 233.3 228.1 231.8 +0.8 874 2,201 +12
Mar01 001108 241.7 243.2 239.3 241.0 -0.4 166 834 +48
May01 001108 246.1 246.5 244.5 246.2 unch 43 164 +31
Total Volume and Open Interest 1,570 4,343 -127
Crude Oil(NYM)
Dec00 001108 33.20 33.47 32.83 33.24 -0.16 58,379 107,885 -5,347
Jan01 001108 32.20 32.40 31.84 32.28 -0.01 41,122 82,568 +7,136
Feb01 001108 31.28 31.45 31.00 31.38 +0.04 10,552 26,687 +574
Mar01 001108 30.55 30.68 30.35 30.68 +0.02 2,350 19,130 +179
Apr01 001108 30.05 30.15 29.80 30.14 +0.01 836 16,503 +383
May01 001108 29.45 29.65 29.45 29.65 unch 639 11,900 +115
Jun01 001108 29.07 29.17 28.83 29.17 unch 1,395 27,466 +2
Jul01 001108 28.70 28.70 28.70 28.70 unch 452 12,014 -278
Aug01 001108 28.12 28.24 28.12 28.24 unch 361 10,589 -241
Sep01 001108 27.75 27.80 27.75 27.80 +0.01 570 17,698 +39
Total Volume and Open Interest 123,138 473,773 +2,006
Heating Oil(NYM)
Dec00 001108 94.55 96.25 93.60 95.93 +1.00 23,400 48,263 +843
Jan01 001108 93.40 94.80 92.80 94.62 +0.68 15,070 39,024 +1,846
Feb01 001108 91.20 92.40 90.60 92.02 +0.33 5,140 24,127 +1,049
Mar01 001108 87.10 87.82 86.65 87.82 +0.13 1,211 13,995 -250
Apr01 001108 83.00 83.62 82.90 83.62 +0.03 161 8,703 -154
May01 001108 79.77 79.77 79.77 79.77 -0.07 68 5,542 +40
Jun01 001108 77.40 77.47 77.40 77.47 -0.12 734 6,322 -20
Jul01 001108 76.42 76.42 76.42 76.42 -0.12 168 2,206 +98
Aug01 001108 76.22 76.22 76.22 76.22 -0.12 137 3,561 -20
Sep01 001108 76.57 76.57 76.57 76.57 -0.12 136 1,240 +2
Total Volume and Open Interest 46,682 159,422 +3,350
Unleaded Gas(NYM)
Dec00 001108 88.80 88.80 86.70 87.42 -1.68 15,717 33,584 +565
Jan01 001108 85.90 85.90 84.60 85.18 -0.93 7,495 13,792 +889
Feb01 001108 84.70 84.95 84.20 84.73 -0.52 1,844 8,250 +311
Mar01 001108 85.40 85.40 84.60 85.03 -0.37 861 7,790 +244
Apr01 001108 89.50 89.53 88.60 89.53 -0.22 698 4,951 -257
May01 001108 88.90 88.90 88.00 88.83 -0.17 346 5,121 +232
Jun01 001108 87.60 87.60 87.20 87.43 -0.17 127 2,584 +27
Jul01 001108 85.58 85.58 85.58 85.58 -0.22 100 1,282 +0
Total Volume and Open Interest 27,592 82,859 +0
Natural Gas(NYM)
Dec00 001108 5.170 5.440 5.160 5.338 +0.257 36,844 45,918 -1,167
Jan01 001108 5.230 5.480 5.220 5.385 +0.245 15,304 34,314 -803
Feb01 001108 5.060 5.260 5.045 5.180 +0.215 6,037 29,247 +1,128
Mar01 001108 4.855 5.030 4.840 4.950 +0.188 5,438 28,145 -1,044
Apr01 001108 4.635 4.750 4.610 4.710 +0.163 4,217 19,673 -931
May01 001108 4.550 4.670 4.530 4.600 +0.140 2,057 18,984 -267
Jun01 001108 4.530 4.650 4.490 4.585 +0.135 874 20,603 -168
Jul01 001108 4.530 4.650 4.500 4.582 +0.132 1,147 10,570 -418
Total Volume and Open Interest 76,635 382,174 -2,796
Brent Crude Oil(IPE)
Dec00 001108 31.68 31.74 30.88 31.32 -0.36 21,892 44,688 -3,484
Jan01 001108 30.90 31.03 30.40 30.82 -0.05 21,374 68,026 +1,098
Feb01 001108 30.25 30.33 29.80 30.21 -0.01 8,916 28,309 +1,452
Mar01 001108 29.41 29.48 29.00 29.43 -0.01 7,073 28,386 +3,087
Apr01 001108 28.70 28.77 28.40 28.75 unch 4,227 21,693 +971
May01 001108 28.21 28.26 28.10 28.26 unch 1,765 5,934 +345
Jun01 001108 27.68 27.80 27.52 27.80 unch 3,102 16,772 +532
Jul01 001108 27.40 27.41 27.14 27.41 +0.02 815 4,690 -124
Total Volume and Open Interest 70,293 262,308 +4,111
Gas Oil(IPE)
Nov00 001108 285.00 286.75 282.00 286.50 +1.00 12,750 18,355 -3,415
Dec00 001108 280.00 282.00 278.00 281.50 +0.50 13,167 33,827 -192
Jan01 001108 275.25 277.00 273.25 276.75 +0.75 3,762 18,174 -686
Feb01 001108 268.75 269.75 268.00 269.50 unch 868 5,758 +455
Mar01 001108 260.00 260.50 258.50 260.50 unch 783 6,081 +294
Apr01 001108 250.75 251.25 250.00 251.00 -0.75 640 5,604 +50
May01 001108 244.75 244.75 244.75 244.75 -0.50 6 986 +0
Jun01 001108 239.50 240.00 238.50 239.75 -0.50 990 11,001 -450
Total Volume and Open Interest 33,466 107,485 -3,694
US Dollar Index(NYBOT)
Dec00 001108 115.55 116.57 114.79 116.18 +0.72 513 3,830 -195
Mar01 001108 115.95 116.13 115.85 116.02 +0.72 515 5,884 -195
Jun01 001108 115.86 115.86 115.86 115.86 +0.72 515 5,884 -195
Total Volume and Open Interest 515 5,884 -195
Australian Dollar(IMM)
Dec00 001108 52.90 53.05 52.61 52.75 -0.22 1,091 22,070 -55
Mar01 001108 53.07 53.07 52.69 52.80 -0.22 26 2,237 +11
Jun01 001108 52.90 52.90 52.85 52.85 -0.22 0 6 +0
Total Volume and Open Interest 1,117 24,313 -44
British Pound(IMM)
Dec00 001108 142.62 142.78 142.10 142.38 -1.18 4,354 34,079 -381
Mar01 001108 143.00 143.00 142.20 142.64 -1.18 9 107 +4
Jun01 001108 142.90 142.90 142.80 142.90 -1.18 2 2 -1
Total Volume and Open Interest 4,365 34,188 -378
Canadian Dollar(IMM)
Dec00 001108 65.14 65.18 64.80 64.93 -0.40 3,057 73,619 +910
Mar01 001108 65.25 65.29 64.95 65.07 -0.40 213 2,964 +82
Jun01 001108 65.32 65.37 65.07 65.18 -0.40 19 1,599 +11
Sep01 001108 65.23 65.28 65.16 65.28 -0.40 9 613 +7
Total Volume and Open Interest 3,311 79,094 +1,019
Japanese Yen(IMM)
Dec00 001108 93.48 93.88 93.46 93.87 -0.18 5,825 58,614 -730
Mar01 001108 94.96 95.31 94.95 95.31 -0.18 44 314 +21
Jun01 001108 96.72 96.72 96.50 96.72 -0.18 0 8 +0
Total Volume and Open Interest 5,869 59,077 -709
Swiss Franc(IMM)
Dec00 001108 56.56 56.64 56.20 56.47 -0.35 4,699 48,793 -226
Mar01 001108 57.03 57.03 56.68 56.90 -0.35 3 146 +0
Jun01 001108 57.31 57.31 57.20 57.31 -0.35 0 10 +0
Total Volume and Open Interest 4,702 48,949 -226
EuroFX(IMM)
Dec00 001108 85.77 85.93 85.32 85.65 -0.65 9,056 72,534 -1,296
Mar01 001108 86.04 86.10 85.70 85.97 -0.65 91 1,128 -66
Total Volume and Open Interest 9,147 73,662 -1,362
Mexican Peso(IMM)
Dec00 001108 10280.0 10310.0 10200.0 10213.0 -60.0 7,352 9,134 -794
Mar01 001108 9935.0 10000.0 9920.0 9923.0 -60.0 0 3,624 +0
Total Volume and Open Interest 7,359 13,757 -901
30-Year T-Bonds(CBOT)
Dec00 001108 99~00 99~23 98~06 99~01 +0~08 162,604 404,347 -133
Mar01 001108 98~27 99~06 98~11 99~01 +0~08 7,333 24,001 +4,150
Jun01 001108 98~30 98~30 98~30 98~30 +0~09 0 156 +0
Total Volume and Open Interest 169,939 428,590 +4,019
Municipal Bonds(CBOT)
Dec00 001108 98~29 99~13 98~24 99~07 +0~05 800 19,848 -32
Mar01 001108 98~03 98~16 98~03 98~15 +0~05 10 9 +1
Total Volume and Open Interest 810 19,857 -31
10-Year T-Notes(CBOT)
Dec00 001108 100~120 100~235 99~270 100~080 +0~030 167,986 556,880 -6,929
Mar01 001108 100~030 100~115 100~030 100~090 +0~030 2,755 28,834 +672
Total Volume and Open Interest 170,741 585,715 -6,257
5-Year T-Notes(CBOT)
Dec00 001108 100~100 100~140 100~090 100~120 +0~005 59,946 354,098 -14,092
Mar01 001108 100~120 100~140 100~120 100~130 +0~005 3,820 15,144 +3,490
Total Volume and Open Interest 63,766 369,242 -10,602
2 Year T-Notes(CBOT)
Dec00 001108 99~125 100~000 99~120 99~125 unch 2,645 54,400 -276
Total Volume and Open Interest 2,645 54,400 -276
3-Mth T-Bills(IMM)
Dec00 001108 93.78 93.78 93.78 93.78 -0.01 7 1,353 +1
Total Volume and Open Interest 7 1,380 +1
Eurodollars(IMM)
Dec00 001108 93.270 93.280 93.270 93.275 unch 42,252 515,439 -5,959
Mar01 001108 93.415 93.440 93.410 93.430 unch 92,035 505,776 -4,865
Jun01 001108 93.525 93.545 93.515 93.540 unch 58,911 366,312 +166
Sep01 001108 93.570 93.595 93.560 93.585 -0.005 59,916 383,083 +2,498
Dec01 001108 93.490 93.510 93.480 93.500 unch 23,296 255,070 +2,278
Mar02 001108 93.525 93.545 93.515 93.545 unch 17,565 209,717 -709
Jun02 001108 93.465 93.490 93.460 93.485 unch 14,064 144,183 +602
Sep02 001108 93.420 93.445 93.415 93.440 unch 11,756 109,688 +201
Dec02 001108 93.300 93.330 93.300 93.320 unch 6,212 83,342 -813
Mar03 001108 93.320 93.345 93.320 93.340 unch 7,577 76,670 +961
Jun03 001108 93.275 93.300 93.275 93.295 unch 5,348 55,757 -571
Sep03 001108 93.240 93.275 93.240 93.260 unch 4,462 56,884 +533
Total Volume and Open Interest 377,291 3,148,432 -4,430
3-Mth Euro-Yen(IMM)
Dec00 001108 99.45 99.45 99.44 99.45 -0.01 528 12,911 +32
Mar01 001108 99.48 99.49 99.48 99.49 -0.01 1,220 24,119 +144
Jun01 001108 99.44 99.45 99.44 99.44 -0.02 739 9,794 +161
Sep01 001108 99.38 99.39 99.38 99.39 -0.01 247 12,004 -27
Dec01 001108 99.29 99.29 99.29 99.29 -0.01 2 6,000 -156
Mar02 001108 99.26 99.26 99.25 99.25 -0.01 198 3,587 +198
Jun02 001108 99.18 99.18 99.18 99.18 -0.02 0 773 +0
Sep02 001108 99.08 99.08 99.07 99.08 unch 0 207 +0
Dec02 001108 98.88 98.88 98.88 98.88 unch 0 30 +0
Mar03 001108 98.80 98.80 98.80 98.80 -0.02      
Total Volume and Open Interest 2,934 69,425 +352
3-Mth Euro-Yen(SIMEX)
Dec00 001108 99.45 99.46 99.44 99.45 -0.01 1,749 97,461 -145
Mar01 001108 99.50 99.50 99.48 99.49 -0.01 1,840 99,346 -1,048
Jun01 001108 99.46 99.46 99.44 99.45 -0.02 1,942 83,215 -430
Sep01 001108 99.40 99.40 99.39 99.39 -0.01 1,010 64,549 +124
Dec01 001108 99.31 99.31 99.29 99.29 -0.02 221 21,558 +66
Mar02 001108 99.27 99.27 99.26 99.26 -0.01 264 14,771 +0
Jun02 001108 99.18 99.18 99.18 99.18 unch 0 7,561 +0
Sep02 001108 99.06 99.06 99.05 99.05 -0.01 0 5,111 +0
Total Volume and Open Interest 7,026 402,630 -1,433
German Euro-Bund(EUREX)
Dec00 001108 105.25 105.29 105.05 105.19 -0.05 434,107 646,723 -18,728
Mar01 001108 105.34 105.34 105.20 105.30 -0.03 7,597 23,932 -233
Jun01 001108 105.03 105.03 105.03 105.03 -0.06 0 1,569 -420
Total Volume and Open Interest 441,704 672,224 -19,381
German Euro-Bobl(EUREX)
Dec00 001108 103.50 103.53 103.41 103.47 -0.03 191,813 353,597 -10,394
Mar01 001108 103.24 103.24 103.20 103.20 -0.04 2,391 8,917 -36
Jun01 001108 103.15 103.15 103.15 103.15 -0.03 0 934 -77
Total Volume and Open Interest 194,204 363,448 -10,507
Long Gilt(LIFFE)
Dec00 001108 113~07 113~18 113~06 113~13 -0~02 22,624 69,894 -1,817
Mar01 001108 113~04 113~05 113~01 113~02 -0~04 100 632 +100
Total Volume and Open Interest 22,724 70,526 -1,717
3-Mth Short Sterling(LIFFE)
Dec00 001108 93.88 93.91 93.88 93.88 -0.02 15,143 164,856 -1,462
Mar01 001108 93.93 93.96 93.93 93.93 -0.02 16,253 202,860 +2,439
Jun01 001108 93.94 93.97 93.94 93.95 -0.01 17,030 112,044 +6,159
Total Volume and Open Interest 80,183 792,067 +9,370
3-Mth Euribor(LIFFE)
Dec00 001108 94.810 94.815 94.790 94.800 -0.005 43,661 329,396 -534
Mar01 001108 94.830 94.835 94.810 94.820 -0.010 39,849 289,083 +2,818
Jun01 001108 94.840 94.855 94.830 94.845 -0.005 26,106 200,777 -834
Total Volume and Open Interest 150,337 1,401,729 +3,988
3-Mth Aus T-Bills(SFE)
Dec00 001108 93.59 93.65 93.59 93.65 +0.06 5,642 190,852 -152
Mar01 001108 93.61 93.68 93.61 93.65 +0.04 4,506 77,340 -266
Jun01 001108 93.64 93.69 93.64 93.69 +0.05 874 36,547 +584
Sep01 001108 93.64 93.70 93.64 93.69 +0.05 112 21,686 +81
Dec01 001108 93.61 93.67 93.61 93.65 +0.05 185 11,722 +180
Mar02 001108 93.57 93.60 93.57 93.60 +0.04 240 7,329 -20
Jun02 001108 93.54 93.54 93.54 93.54 +0.04 65 5,313 +0
Sep02 001108 93.48 93.48 93.48 93.48 +0.04 60 3,772 +0
Dec02 001108 93.43 93.43 93.43 93.43 +0.02 1 1,998 +0
Mar03 001108 93.41 93.41 93.41 93.41 +0.04 14 1,223 +0
Total Volume and Open Interest 11,749 361,087 +407
10-Year Aus T-Bonds(SFE)
Dec00 001108 93.81 93.92 93.77 93.86 +0.05 548 124,916 -15,412
Mar01 001108 93.86 93.86 93.86 93.86 +0.04      
Total Volume and Open Interest 548 124,916 -15,412
3-Year Aus T-Bonds(SFE)
Dec00 001108 93.96 94.07 93.93 94.01 +0.05 1,775 302,271 +302,271
Mar01 001108 93.98 93.98 93.98 93.98 +0.05      
Total Volume and Open Interest 1,775 302,271 +0
Gold(CMX)
Dec00 001108 265.8 266.2 264.8 266.1 +0.7 20,019 83,589 -631
Feb01 001108 267.8 268.7 267.3 268.7 +0.7 2,359 22,086 +190
Apr01 001108 271.0 271.3 270.2 271.3 +0.7 55 4,385 +11
Jun01 001108 272.8 273.8 272.8 273.8 +0.7 347 9,115 -42
Aug01 001108 276.1 276.1 276.1 276.1 +0.7 0 2,454 +0
Oct01 001108 278.4 278.4 278.4 278.4 +0.7 0 802 +0
Total Volume and Open Interest 23,699 138,301 -4
Silver(CMX)
Dec00 001108 475.0 477.5 474.5 476.3 +1.8 3,765 62,806 +409
Mar01 001108 481.5 484.0 481.5 483.1 +1.8 729 11,869 +161
May01 001108 487.5 487.5 487.3 487.3 +1.8 18 1,404 +12
Jul01 001108 491.3 491.3 491.3 491.3 +2.0 29 1,797 +1
Sep01 001108 498.5 498.5 495.0 495.0 +2.0 2 2,961 +0
Total Volume and Open Interest 4,545 86,580 +620
Platinum(NYM)
Jan01 001108 592.7 594.0 589.0 592.3 -0.4 592 7,893 +162
Apr01 001108 579.3 579.3 579.3 579.3 -0.4 1 0 -209
Total Volume and Open Interest 593 8,107 +162
Palladium(NYME)
Dec00 001108 785.00 785.00 781.00 781.00 +0.25 45 932 -11
Mar01 001108 780.30 780.30 780.30 780.30 +0.25 20 840 +18
Jun01 001108 775.30 775.30 775.30 775.30 +0.25 0 135 +0
Total Volume and Open Interest 65 1,907 +7
Copper(CMX)
Dec00 001108 83.55 83.60 82.70 83.60 +0.55 8,836 35,172 -1,242
Mar01 001108 84.20 84.45 83.65 84.40 +0.55 2,374 15,064 +281
May01 001108 84.25 84.40 84.15 84.15 +0.55 191 2,910 +83
Jul01 001108 84.00 84.00 83.95 83.95 +0.50 31 2,329 +66
Sep01 001108 83.85 83.85 83.85 83.85 +0.50 23 1,316 +9
Total Volume and Open Interest 13,197 72,662 -425
DJIA Index(CBOT)
Dec00 001108 11070 11075 10920 10933 -100 7,819 17,976 -396
Mar01 001108 11225 11225 11080 11080 -100 21 73 -14
Jun01 001108 11226 11226 11226 11226 -100 0 7 +0
Total Volume and Open Interest 7,840 18,063 -410
S & P 500(CME)
Dec00 001108 1445.00 1445.00 1411.50 1413.30 -30.70 39,817 418,092 -3,329
Mar01 001108 1466.50 1466.50 1433.00 1434.40 -30.90 2,741 10,598 +1,172
Jun01 001108 1467.80 1487.30 1455.80 1455.80 -31.00 621 2,655 +78
Sep01 001108 1490.10 1509.80 1477.50 1477.50 -31.80 0 282 +0
Total Volume and Open Interest 43,179 431,902 -2,109
S & P 500 E-Mini(Globex)
Dec00 001108 1443.75 1455.00 1410.50 1413.25 -30.75 63,778 53,694 -991
Mar01 001108 1455.25 1455.25 1434.50 1434.50 -30.75 1 20 +1
Total Volume and Open Interest 63,779 53,714 -990
NASDAQ 100(CME)
Dec00 001108 3320.00 3320.00 3055.00 3061.00 -253.00 13,036 40,508 +1,078
Mar01 001108 3115.50 3115.50 3115.50 3115.50 -253.00 0 54 +0
Jun01 001108 3163.50 3163.50 3163.50 3163.50 -253.00      
Total Volume and Open Interest 13,036 40,562 +1,078
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001108 3313.5 3375.5 3051.5 3061.0 -253.0 56,778 51,294 +3,201
Mar01 001108 3115.5 3115.5 3115.5 3115.5 -253.0 0 6 +0
Total Volume and Open Interest 56,778 51,300 +3,201
NYSE Composite(NYBOT)
Dec00 001108 669.25 670.00 662.00 662.00 -7.00      
Mar01 001108 671.00 671.00 671.00 671.00 -7.00      
Jun01 001108 680.00 680.00 680.00 680.00 -7.00      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001108 532.50 534.25 523.00 523.00 -7.90 889 16,909 -59
Mar01 001108 530.25 530.25 530.25 530.25 -7.90 0 1 +0
Jun01 001108 537.25 537.25 537.25 537.25 -7.90 0 1 +0
Total Volume and Open Interest 889 16,911 -59
Russell 2000(CME)
Dec00 001108 512.50 512.50 500.50 500.50 -10.20 1,545 15,220 +526
Mar01 001108 508.00 508.00 508.00 508.00 -10.20      
Jun01 001108 515.55 515.55 515.55 515.55 -10.20      
Total Volume and Open Interest 1,545 15,220 +526
Value Line(KCBT)
Dec00 001108 1152.00 1152.00 1134.00 1134.00 -14.00 23 215 -4
Total Volume and Open Interest 26 218 -3
Nikkei 225(CME)
Dec00 001108 15430 15435 15180 15200 -80 596 15,843 -76
Mar01 001108 0 0 0 0 unch 0 28 +0
Total Volume and Open Interest 596 15,871 -76
Nikkei 225(SIMEX)
Dec00 001108 15230 15610 15220 15355 +70 14,554 88,456 -1,165
Mar01 001108 15310 15375 15300 15375 +70 0 4,946 -1
Jun01 001108 15355 15355 15355 15355 +70 0 405 +0
Total Volume and Open Interest 14,554 94,212 -1,166
CAC 40(MATIF)
Nov00 001108 6426.0 6492.0 6325.0 6327.0 -103.0 42,200 197,775 -3,392
Dec00 001108 6475.0 6495.0 6353.0 6358.5 -95.5 1,253 169,588 -5,279
Total Volume and Open Interest 44,118 388,432 -8,293
DAX Index(EUREX)
Dec00 001108 7154.0 7169.5 7035.0 7054.5 -63.0 32,375 161,967 +517
Mar01 001108 7226.0 7245.0 7142.0 7142.0 -66.0 540 5,989 +90
Jun01 001108 7322.5 7322.5 7220.0 7220.0 -66.5 200 7,647 +99
Total Volume and Open Interest 33,115 175,603 +706
FT-SE 100(LIFFE)
Dec00 001108 6511.00 6555.00 6475.50 6522.00 +22.00 23,751 228,478 +600
Mar01 001108 6557.50 6575.50 6541.00 6575.50 +21.50 50 13,751 +0
Jun01 001108 6647.00 6647.00 6647.00 6647.00 +21.50 1,100 7,136 +1,100
Total Volume and Open Interest 24,901 249,365 +1,700
SPI 200(SFE)
Dec00 001108 3396.0 3400.0 3380.0 3400.0 -3.0 13,973 124,534 +124,534
Mar01 001108 3412.0 3421.0 3406.0 3421.0 -4.0 79 2,595 +2,595
Jun01 001108 3449.0 3449.0 3449.0 3449.0 -4.0 0 174 +174
Total Volume and Open Interest 14,052 127,303 +0
GSCI(CME)
Nov00 001108 244.00 245.50 241.90 244.40 +0.70 3,573 32,647 -2,917
Dec00 001108 242.50 244.20 241.30 243.90 +1.20 3,518 3,524 +3,495
Jan01 001108 239.30 239.30 237.90 239.30 +1.30      
Total Volume and Open Interest 7,091 36,171 +578
Bridge CRB Index(NYBOT)
Jan01 001108 225.30 225.65 224.90 225.65 +0.65 65 658 +10
Feb01 001108 224.00 224.40 224.00 224.40 +0.90 2 503 +1
Apr01 001108 222.00 223.15 222.00 223.15 +1.15 1 155 +1
Total Volume and Open Interest 112 1,655 -15
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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